EKPQ1997 (See Sections 3 & 4)
                El Karoui & Peng, & Quenez, 
                Backward stochastic differential equations in finance Math. Finance,
                1997, 7, 1-71
                Remark: This paper deals only with BSDEs/FBSDEs; this is the most cited paper on the topic; 

        Imk2008 (See Chapter 10)
                P. Imkeller, 
                Malliavin's calculus and applications in stochastic control and finance, 
                Warsaw, March-April 2008
                Remark: Chap 10 is a remake of Section 3 of EKPQ1997 above. 
                
        EKa1997 
                El Karoui et al 1997, 
                Reflected solutions of backward SDE's, and related obstacle problems for PDE's,
                Ann. Probab., 25, 702-737
                Remark: This paper deals only with reflected BSDEs/FBSDEs; applications to finance; Obstacle PDEs. 
       
        BriandDelyonHuEtAl2003
		Briand, P.; Delyon, B.; Hu, Y.; Pardoux, E. & Stoica, L. 
		$L^p$ solutions of backward stochastic differential equations
		Stochastic Process. Appl, 2003, 108, 109 - 129
		Remark: BSDE theory with $L^p$ data
       
        Pha2009 (See Chap 6)
                H. Pham, 
                Continuous-time stochastic control and optimization with financial applications,
                Springer-Verlag, 2009, 61, xviii+232
                Remark: Chap 6 introduces Lips BSDES, reflected BSDEs (as in EKa1997 ); PDE link; applications in Finance/Optimal control. 
                
        Tou2012 (See Chapters 9 and 10)
                N. Touzi, 
                Optimal stochastic control, stochastic target problems, and backward SDE. (to appear),
                Fields Institute Monographs 29. New York, NY: Springer. xii, 194~p., 2012
                Remark: Chap 9 follows Chap 6 Pham 2009 on Lipschitz BSDEs/Optimal control; Chap 10 introduces the quadratic BSDE/FBSDE and applies to optim. control.